Arena run #840
meanrev-v1 • moonshotai • moonshotai/kimi-k2-thinking • EU • success
Run status
as_of: 2026-03-25T10:07:27.710110+00:00
started_at: 2026-03-25T12:20:17.144219+00:00
finished_at: 2026-03-25T12:21:21.781024+00:00
duration_ms: 64635
Inputs
{
"as_of": "2026-03-25T10:07:27.710110+00:00",
"dry_run": false,
"selected": [],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"CRST_CFD.UK",
"MSLH_CFD.UK",
"LMP_CFD.UK",
"SPX_CFD.UK",
"UTG_CFD.UK",
"PAG_CFD.UK",
"INVP_CFD.UK",
"RHIM_CFD.UK",
"CBG_CFD.UK",
"DLN_CFD.UK",
"MCG_CFD.UK",
"BT_CFD.UK",
"IWG_CFD.UK",
"PZC_CFD.UK",
"OCDO_CFD.UK",
"HWDN_CFD.UK",
"LRE_CFD.UK",
"IMI_CFD.UK",
"BME_CFD.UK",
"DCC_CFD.UK",
"DOCS_CFD.UK",
"STJ_CFD.UK",
"TCAP_CFD.UK",
"ABDN_CFD.UK",
"LIO_CFD.UK",
"SMIN_CFD.UK",
"BBY_CFD.UK",
"LTA_CFD.FR",
"OSB_CFD.UK",
"MAB_CFD.UK",
"CABO_CFD.US",
"KGF_CFD.UK",
"HLMA_CFD.UK",
"DOM_CFD.UK",
"QDT_CFD.FR",
"IPO_CFD.UK",
"GROW_CFD.UK",
"CEN_CFD.FR",
"KSS_CFD.US",
"BYIT_CFD.UK",
"SRP_CFD.UK",
"HPP_CFD.US",
"WKP_CFD.UK",
"HIK_CFD.UK",
"OPTU_CFD.US",
"HHFA_CFD.DE",
"XRAY_CFD.US",
"WIZZ_CFD.UK",
"INF_CFD.UK",
"ATG_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Strong mean-reversion buy: down 17% from 427.1 to 354.1. Deep oversold condition offers high expected return.",
"symbol": "VTY_CFD.UK",
"position_size": 3000
},
{
"reason": "Mean-reversion buy: down 8.4% from 1215 to 1113. Significant pullback on quality name, good risk/reward.",
"symbol": "PSN_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Flat at entry price (482.8), no mean-reversion signal.",
"symbol": "AUTO_CFD.UK"
},
{
"reason": "Flat at entry price (292.6), no mean-reversion signal.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Flat at entry price (342.92), no mean-reversion signal.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Flat at entry price (414.2), no mean-reversion signal.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Flat at entry price (177.0), no mean-reversion signal.",
"symbol": "IWG_CFD.UK"
},
{
"reason": "Flat at entry price (576.0), no mean-reversion signal.",
"symbol": "LRE_CFD.UK"
},
{
"reason": "Flat at entry price (204.3), no mean-reversion signal.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Flat at entry price (152.7), no mean-reversion signal.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No position; down 9% but prioritizing deeper oversold candidates (VTY, PSN) for limited buy slots.",
"symbol": "AML_CFD.UK"
},
{
"reason": "No position; flat price, no mean-reversion signal.",
"symbol": "CRST_CFD.UK"
},
{
"reason": "No position; down only 0.4%, insufficient mean-reversion signal.",
"symbol": "ICG_CFD.UK"
},
{
"reason": "No position; down 10% but prioritizing deeper oversold candidates (VTY, PSN) for limited buy slots.",
"symbol": "LSS_CFD.FR"
},
{
"reason": "No position; up 14%, not oversold.",
"symbol": "TRST_CFD.UK"
},
{
"reason": "No position; up 12%, not oversold.",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No position; up 3.5%, not oversold.",
"symbol": "WPP_CFD.UK"
}
],
"sell": [
{
"reason": "Mean-reversion profit take: position up 5% (+148 pnl) from entry at 250.8 to 263.2. Lock in gains and reallocate to oversold candidates.",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "Mean-reversion stop loss: position down 7.2% (-215 pnl) from entry at 27.2 to 25.25. Cut loss to free leverage for better opportunities.",
"symbol": "SYNT_CFD.UK"
}
]
},
"portfolio_rationale": "At max positions (10) and max leverage (3.0x), rebalancing via two sells and two buys to optimize mean-reversion exposure. Selling BTRW (+5% profit) locks in gains before potential pullback. Selling SYNT (-7.2% loss) cuts drawdown and frees capital. Replacing with VTY (-17% deep oversold) and PSN (-8.4% pullback) improves expected return profile while maintaining fixed 3000 position sizes and leverage constraints. All other holdings remain unchanged as they show no significant price deviation from entry."
}Prompts & responses
#1654 • openrouter • moonshotai/kimi-k2-thinking • 2026-03-25T12:20:17.187570+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "CRST_CFD.UK", "name": "CREST NICHOLSON HOLDINGS", "sector": "", "last_price": 167.8, "change_1d_pct": 24.85119047619049, "distance_from_ma200_pct": 1.2720261375977815, "distance_from_ma50_pct": 17.82963155418549, "volatility_20d_pct": 158.46878099582966, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MSLH_CFD.UK", "name": "MARSHALLS PLC", "sector": "", "last_price": 179.0, "change_1d_pct": 2.052451539338662, "distance_from_ma200_pct": -18.41965657865713, "distance_from_ma50_pct": 4.539832012082234, "volatility_20d_pct": 102.90810964969117, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LMP_CFD.UK", "name": "LONDONMETRIC PROPERTY PLC", "sector": "", "last_price": 214.0, "change_1d_pct": 11.57455683003128, "distance_from_ma200_pct": 12.507879494597773, "distance_from_ma50_pct": 10.77384329331672, "volatility_20d_pct": 54.89150861607771, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SPX_CFD.UK", "name": "SPIRAX-SARCO ENGINEERING PLC", "sector": "", "last_price": 7608.71, "change_1d_pct": 10.91413994169097, "distance_from_ma200_pct": 15.905097055024719, "distance_from_ma50_pct": 8.459177525660632, "volatility_20d_pct": 84.71063298478786, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "UTG_CFD.UK", "name": "UNITE GROUP PLC/THE", "sector": "", "last_price": 567.5, "change_1d_pct": 3.4639927073837784, "distance_from_ma200_pct": -23.929923575376698, "distance_from_ma50_pct": -3.6875042216270137, "volatility_20d_pct": 73.84223442053181, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PAG_CFD.UK", "name": "PARAGON BANKING GROUP PLC", "sector": "", "last_price": 852.5, "change_1d_pct": -3.399433427762044, "distance_from_ma200_pct": -1.3404962254783492, "distance_from_ma50_pct": 0.699141440891915, "volatility_20d_pct": 71.52779356208148, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "INVP_CFD.UK", "name": "INVESTEC PLC", "sector": "", "last_price": 623.5, "change_1d_pct": 8.529155787641418, "distance_from_ma200_pct": 17.34715626999408, "distance_from_ma50_pct": 9.569618971869698, "volatility_20d_pct": 76.97154585310399, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "RHIM_CFD.UK", "name": "RHI MAGNESITA NV", "sector": "", "last_price": 2550.0, "change_1d_pct": -6.764168190127973, "distance_from_ma200_pct": -2.35709026809392, "distance_from_ma50_pct": 0.9429816244979738, "volatility_20d_pct": 151.25590362229855, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CBG_CFD.UK", "name": "CLOSE BROTHERS GROUP PLC", "sector": "", "last_price": 372.74, "change_1d_pct": -26.625984251968504, "distance_from_ma200_pct": -13.365429078084645, "distance_from_ma50_pct": -22.129222788055436, "volatility_20d_pct": 169.0552301316783, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 25.72, "change_1d_pct": 2.9623698959167166, "distance_from_ma200_pct": -7.132760074308242, "distance_from_ma50_pct": 8.327577202351844, "volatility_20d_pct": 232.19808875565576, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BT_CFD.UK", "name": "BT GROUP PLC", "sector": "", "last_price": 217.3, "change_1d_pct": 4.521404521404526, "distance_from_ma200_pct": 12.48931662093067, "distance_from_ma50_pct": 10.274676813493189, "volatility_20d_pct": 92.38992239372133, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IWG_CFD.UK", "name": "IWG PLC", "sector": "", "last_price": 189.6, "change_1d_pct": -24.09927942353883, "distance_from_ma200_pct": -11.798015594910993, "distance_from_ma50_pct": -17.03351041019402, "volatility_20d_pct": 148.96998448946707, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PZC_CFD.UK", "name": "PZ CUSSONS PLC", "sector": "", "last_price": 77.7, "change_1d_pct": -13.858093126385807, "distance_from_ma200_pct": 2.9808107121248817, "distance_from_ma50_pct": 2.5905093876257723, "volatility_20d_pct": 92.73478468401771, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "OCDO_CFD.UK", "name": "OCADO GROUP PLC", "sector": "", "last_price": 217.0, "change_1d_pct": -21.148255813953487, "distance_from_ma200_pct": -15.81606625159202, "distance_from_ma50_pct": -5.48311196636071, "volatility_20d_pct": 241.3119670937803, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "HWDN_CFD.UK", "name": "HOWDEN JOINERY GROUP PLC", "sector": "", "last_price": 843.0, "change_1d_pct": -2.686229466563539, "distance_from_ma200_pct": 2.9144756901175572, "distance_from_ma50_pct": 0.6796292983215046, "volatility_20d_pct": 44.16384759940265, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LRE_CFD.UK", "name": "LANCASHIRE HOLDINGS LTD", "sector": "", "last_price": 611.0, "change_1d_pct": -7.424242424242422, "distance_from_ma200_pct": 0.4068944205071867, "distance_from_ma50_pct": -6.396619125545266, "volatility_20d_pct": 86.32350801127552, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IMI_CFD.UK", "name": "IMI PLC", "sector": "", "last_price": 2676.0, "change_1d_pct": 1.5945330296127658, "distance_from_ma200_pct": 20.655603593859716, "distance_from_ma50_pct": 2.743599661176499, "volatility_20d_pct": 90.40898907393799, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BME_CFD.UK", "name": "B&M EUROPEAN VALUE RETAIL SA", "sector": "", "last_price": 168.5, "change_1d_pct": -5.123873873873874, "distance_from_ma200_pct": -22.143264248764517, "distance_from_ma50_pct": -2.809133288189092, "volatility_20d_pct": 127.41578734735941, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DCC_CFD.UK", "name": "DCC PLC", "sector": "", "last_price": 4738.0, "change_1d_pct": 4.131868131868122, "distance_from_ma200_pct": -1.2358165497191043, "distance_from_ma50_pct": -1.6950365081147445, "volatility_20d_pct": 101.79870451788292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DOCS_CFD.UK", "name": "DR. MARTENS PLC", "sector": "", "last_price": 65.6, "change_1d_pct": -1.501501501501501, "distance_from_ma200_pct": -13.08259339811949, "distance_from_ma50_pct": -12.14348468939509, "volatility_20d_pct": 121.2025974369199, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "STJ_CFD.UK", "name": "ST JAMES'S PLACE PLC", "sector": "", "last_price": 1280.0, "change_1d_pct": -14.836992681304062, "distance_from_ma200_pct": 4.633703562254432, "distance_from_ma50_pct": -6.669417974449299, "volatility_20d_pct": 125.87476157380789, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "TCAP_CFD.UK", "name": "TP ICAP GROUP PLC", "sector": "", "last_price": 280.0, "change_1d_pct": 12.676056338028175, "distance_from_ma200_pct": 4.459662807939169, "distance_from_ma50_pct": 8.616550990039862, "volatility_20d_pct": 83.88167277686827, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ABDN_CFD.UK", "name": "Aberdeen Group Plc", "sector": "", "last_price": 202.6, "change_1d_pct": -7.741347905282336, "distance_from_ma200_pct": 6.460345885775287, "distance_from_ma50_pct": -2.3285905331046353, "volatility_20d_pct": 82.55854119558269, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LIO_CFD.UK", "name": "LIONTRUST ASSET MANAGEMENT", "sector": "", "last_price": 270.0, "change_1d_pct": 7.784431137724557, "distance_from_ma200_pct": -17.148878096081223, "distance_from_ma50_pct": 4.440258238208905, "volatility_20d_pct": 138.52252179896075, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SMIN_CFD.UK", "name": "SMITHS GROUP PLC", "sector": "", "last_price": 2544.0, "change_1d_pct": 1.4333845019038671, "distance_from_ma200_pct": 14.948150770494873, "distance_from_ma50_pct": 4.167383226889343, "volatility_20d_pct": 72.718462979927, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BBY_CFD.UK", "name": "BALFOUR BEATTY PLC", "sector": "", "last_price": 759.18, "change_1d_pct": 5.222453222453205, "distance_from_ma200_pct": 33.313724414201815, "distance_from_ma50_pct": 8.832962232591, "volatility_20d_pct": 54.25956465831767, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LTA_CFD.FR", "name": "ALTAMIR", "sector": "", "last_price": 26.13, "change_1d_pct": -4.635036496350365, "distance_from_ma200_pct": -7.971797740818576, "distance_from_ma50_pct": -8.569741028077814, "volatility_20d_pct": 79.25399931048894, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "OSB_CFD.UK", "name": "OSB GROUP PLC", "sector": "", "last_price": 544.0, 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-11.177186721330745, "distance_from_ma50_pct": -7.076766811090474, "volatility_20d_pct": 140.2617625831256, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WIZZ_CFD.UK", "name": "WIZZ AIR HOLDINGS PLC", "sector": "", "last_price": 913.5, "change_1d_pct": -8.923230309072782, "distance_from_ma200_pct": -23.338442565282858, "distance_from_ma50_pct": -24.408324468102716, "volatility_20d_pct": 185.6607172574384, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "INF_CFD.UK", "name": "INFORMA PLC", "sector": "", "last_price": 756.4, "change_1d_pct": -14.492425955234012, "distance_from_ma200_pct": -10.927806304012677, "distance_from_ma50_pct": -13.84600805409979, "volatility_20d_pct": 89.53684626030801, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 326.5, "change_1d_pct": 12.006861063464846, "distance_from_ma200_pct": -24.987260470422935, "distance_from_ma50_pct": 5.84429056770146, "volatility_20d_pct": 172.45012969704524, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}Output JSON
{
"raw": {
"id": "gen-1774441217-hT9uszConlvenckPrezN",
"model": "moonshotai/kimi-k2-thinking-20251106",
"usage": {
"cost": 0.012055724,
"is_byok": false,
"cost_details": {
"upstream_inference_cost": 0.012055724,
"upstream_inference_prompt_cost": 0.004055724,
"upstream_inference_completions_cost": 0.008
},
"total_tokens": 12674,
"prompt_tokens": 8674,
"completion_tokens": 4000,
"prompt_tokens_details": {
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"video_tokens": 0,
"cached_tokens": 64,
"cache_write_tokens": 0
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}
},
"object": "chat.completion",
"choices": [
{
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"message": {
"role": "assistant",
"content": null,
"refusal": null,
"reasoning": " The user wants me to perform a \"stage1_universe_scan\" for the EU region using the \"meanrev-v1\" strategy. I need to analyze the provided universe of stocks and select exactly 5 candidates for short-term mean reversion trading.\n\nKey constraints:\n1. Select exactly 5 candidates\n2. Avoid earnings within 5 trading days (if known) - but all earnings data is null, so this constraint is not applicable\n3. Avoid highly binary/event-driven moves (if known) - no news data, so I must infer from price action\n4. Avoid sector concentration: max 1 per sector unless clearly justified - but sector data is empty for all stocks, so I cannot apply this constraint directly. I'll need to infer sectors from names or just diversify based on other characteristics\n5. Horizon: 2-10 trading days\n6. Target: short-term mean reversion in liquid equities\n\nStrategy rules:\n- max_positions: 10\n- max_buys_per_run: 2\n- avoid_overtrading: true\n- max_sells_per_run: 2\n- max_gross_leverage: 3.0\n- fixed_position_size: 3000.0\n\nSince this is stage1_universe_scan, I need to identify the best 5 candidates. The strategy is mean reversion, so I should look for:\n- Stocks that have moved significantly in one direction (oversold or overbought)\n- High volatility (creates opportunities for reversion)\n- Distance from moving averages (indicates potential reversion)\n- Recent large percentage changes\n\nLet me analyze each stock:\n\n1. **CRST_CFD.UK**: +24.85% today, +17.83% above MA50, +1.27% above MA200, volatility 158.47% - Very strong upward move, could be overbought but might revert down. High volatility.\n\n2. **MSLH_CFD.UK**: +2.05% today, +4.54% above MA50, -18.42% below MA200, volatility 102.91% - Below MA200 but above MA50, moderate volatility.\n\n3. **LMP_CFD.UK**: +11.57% today, +10.77% above MA50, +12.51% above MA200, volatility 54.89% - Strong upward move, above both MAs, but lower volatility.\n\n4. **SPX_CFD.UK**: +10.91% today, +8.46% above MA50, +15.91% above MA200, volatility 84.71% - Strong upward move, above both MAs, moderate volatility.\n\n5. **UTG_CFD.UK**: +3.46% today, -3.69% below MA50, -23.93% below MA200, volatility 73.84% - Below both MAs, could be oversold.\n\n6. **PAG_CFD.UK**: -3.40% today, +0.70% above MA50, -1.34% below MA200, volatility 71.53% - Near MAs, small move.\n\n7. **INVP_CFD.UK**: +8.53% today, +9.57% above MA50, +17.35% above MA200, volatility 76.97% - Strong upward move, above both MAs.\n\n8. **RHIM_CFD.UK**: -6.76% today, +0.94% above MA50, -2.36% below MA200, volatility 151.26% - Below MA200 but above MA50, high volatility, down move.\n\n9. **CBG_CFD.UK**: -26.63% today, -22.13% below MA50, -13.37% below MA200, volatility 169.06% - Huge down move, below both MAs, very high volatility. Strong oversold candidate.\n\n10. **DLN_CFD.UK**: +10.40% today, +12.15% above MA50, +5.07% above MA200, volatility 115.39% - Strong upward move, above both MAs.\n\n11. **MCG_CFD.UK**: +2.96% today, +8.33% above MA50, -7.13% below MA200, volatility 232.20% - High volatility, mixed MA signals.\n\n12. **BT_CFD.UK**: +4.52% today, +10.27% above MA50, +12.49% above MA200, volatility 92.39% - Above both MAs.\n\n13. **IWG_CFD.UK**: -24.10% today, -17.03% below MA50, -11.80% below MA200, volatility 148.97% - Huge down move, below both MAs, high volatility. Strong oversold candidate.\n\n14. **PZC_CFD.UK**: -13.86% today, +2.59% above MA50, +2.98% above MA200, volatility 92.73% - Down move but still above MAs.\n\n15. **OCDO_CFD.UK**: -21.15% today, -5.48% below MA50, -15.82% below MA200, volatility 241.31% - Huge down move, below both MAs, very high volatility. Strong oversold candidate.\n\n16. **HWDN_CFD.UK**: -2.69% today, +0.68% above MA50, +2.91% above MA200, volatility 44.16% - Near MAs, low volatility.\n\n17. **LRE_CFD.UK**: -7.42% today, -6.40% below MA50, +0.41% above MA200, volatility 86.32% - Below MA50 but above MA200.\n\n18. **IMI_CFD.UK**: +1.59% today, +2.74% above MA50, +20.66% above MA200, volatility 90.41% - Above both MAs.\n\n19. **BME_CFD.UK**: -5.12% today, -2.81% below MA50, -22.14% below MA200, volatility 127.42% - Below both MAs, moderate volatility.\n\n20. **DCC_CFD.UK**: +4.13% today, -1.70% below MA50, -1.24% below MA200, volatility 101.80% - Near MAs.\n\n21. **DOCS_CFD.UK**: -1.50% today, -12.14% below MA50, -13.08% below MA200, volatility 121.20% - Below both MAs.\n\n22. **STJ_CFD.UK**: -14.84% today, -6.67% below MA50, +4.63% above MA200, volatility 125.87% - Big down move, mixed MA signals.\n\n23. **TCAP_CFD.UK**: +12.68% today, +8.62% above MA50, +4.46% above MA200, volatility 83.88% - Strong up move.\n\n24. **ABDN_CFD.UK**: -7.74% today, -2.33% below MA50, +6.46% above MA200, volatility 82.56% - Down move, mixed MA signals.\n\n25. **LIO_CFD.UK**: +7.78% today, +4.44% above MA50, -17.15% below MA200, volatility 138.52% - Above MA50 but below MA200, high volatility.\n\n26. **SMIN_CFD.UK**: +1.43% today, +4.17% above MA50, +14.95% above MA200, volatility 72.72% - Above both MAs.\n\n27. **BBY_CFD.UK**: +5.22% today, +8.83% above MA50, +33.31% above MA200, volatility 54.26% - Far above both MAs, low volatility.\n\n28. **LTA_CFD.FR**: -4.64% today, -8.57% below MA50, -7.97% below MA200, volatility 79.25% - Below both MAs.\n\n29. **OSB_CFD.UK**: -12.82% today, -8.43% below MA50, +1.20% above MA200, volatility 87.08% - Big down move, mixed MA signals.\n\n30. **MAB_CFD.UK**: +14.38% today, +10.94% above MA50, +11.60% above MA200, volatility 118.87% - Strong up move.\n\n31. **CABO_CFD.US**: -4.00% today, -3.63% below MA50, -27.40% below MA200, volatility 159.61% - Below both MAs, high volatility.\n\n32. **KGF_CFD.UK**: -16.59% today, -8.10% below MA50, +1.77% above MA200, volatility 106.76% - Big down move, mixed MA signals.\n\n33. **HLMA_CFD.UK**: -5.48% today, -0.83% below MA50, +8.89% above MA200, volatility 89.74% - Down move, mixed MA signals.\n\n34. **DOM_CFD.UK**: +4.19% today, +4.43% above MA50, -12.47% below MA200, volatility 85.81% - Above MA50 but below MA200.\n\n35. **QDT_CFD.FR**: -3.73% today, -13.58% below MA50, -17.11% below MA200, volatility 75.73% - Below both MAs.\n\n36. **IPO_CFD.UK**: -1.87% today, -2.03% below MA50, +10.23% above MA200, volatility 89.82% - Mixed MA signals.\n\n37. **GROW_CFD.UK**: +1.57% today, -4.28% below MA50, +22.57% above MA200, volatility 115.73% - Mixed MA signals.\n\n38. **CEN_CFD.FR**: -2.94% today, -3.00% below MA50, -3.68% below MA200, volatility 51.90% - Below both MAs, low volatility.\n\n39. **KSS_CFD.US**: +0.55% today, -24.25% below MA50, -19.56% below MA200, volatility 143.73% - Below both MAs, high volatility.\n\n40. **BYIT_CFD.UK**: -12.67% today, -14.35% below MA50, -28.03% below MA200, volatility 87.83% - Big down move, below both MAs.\n\n41. **SRP_CFD.UK**: +2.85% today, +11.38% above MA50, +39.79% above MA200, volatility 75.94% - Far above both MAs.\n\n42. **HPP_CFD.US**: -3.15% today, -22.39% below MA50, -59.68% below MA200, volatility 184.75% - Very far below both MAs, very high volatility.\n\n43. **WKP_CFD.UK**: +3.68% today, +5.81% above MA50, +1.86% above MA200, volatility 70.22% - Above both MAs.\n\n44. **HIK_CFD.UK**: -19.56% today, -15.71% below MA50, -28.88% below MA200, volatility 155.60% - Huge down move, far below both MAs, high volatility. Strong oversold candidate.\n\n45. **OPTU_CFD.US**: -3.76% today, -18.81% below MA50, -37.66% below MA200, volatility 145.35% - Far below both MAs, high volatility.\n\n46. **HHFA_CFD.DE**: 0% today, +0.38% above MA50, +8.29% above MA200, volatility 55.59% - Stable, above both MAs.\n\n47. **XRAY_CFD.US**: +3.54% today, -7.08% below MA50, -11.18% below MA200, volatility 140.26% - Below both MAs.\n\n48. **WIZZ_CFD.UK**: -8.92% today, -24.41% below MA50, -23.34% below MA200, volatility 185.66% - Far below both MAs, very high volatility.\n\n49. **INF_CFD.UK**: -14.49% today, -13.85% below MA50, -10.93% below MA200, volatility 89.54% - Below both MAs.\n\n50. **ATG_CFD.UK**: +12.01% today, +5.84% above MA50, -24.99% below MA200, volatility 172.45% - Mixed MA signals, high volatility.\n\nFor mean reversion, I want to find stocks that have moved too far, too fast in one direction and are likely to revert. The best candidates are those with:\n- Large single-day moves (especially down moves for oversold)\n- High volatility\n- Significant distance from moving averages\n- Ideally below MAs for oversold candidates (for long positions) or above MAs for overbought candidates (for short positions)\n\nGiven the strategy is \"Two-Stage LLM Mean-Reversion\", I should select a mix of oversold and potentially overbought candidates, but typically mean reversion focuses on oversold stocks bouncing back.\n\nLet me rank the best candidates:\n\n**Oversold candidates (potential longs):**\n1. **CBG_CFD.UK**: -26.63% today, -22.13% below MA50, -13.37% below MA200, volatility 169.06% - Excellent oversold setup\n2. **IWG_CFD.UK**: -24.10% today, -17.03% below MA50, -11.80% below MA200, volatility 148.97% - Strong oversold setup\n3. **OCDO_CFD.UK**: -21.15% today, -5.48% below MA50, -15.82% below MA200, volatility 241.31% - Very high volatility, strong down move\n4. **HIK_CFD.UK**: -19.56% today, -15.71% below MA50, -28.88% below MA200, volatility 155.60% - Strong oversold, far below MAs\n5. **KGF_CFD.UK**: -16.59% today, -8.10% below MA50, +1.77% above MA200, volatility 106.76% - Mixed signals but big down move\n6. **INF_CFD.UK**: -14.49% today, -13.85% below MA50, -10.93% below MA200, volatility 89.54% - Below both MAs\n7. **STJ_CFD.UK**: -14.84% today, -6.67% below MA50, +4.63% above MA200, volatility 125.87% - Mixed signals\n8. **OSB_CFD.UK**: -12.82% today, -8.43% below MA50, +1.20% above MA200, volatility 87.08% - Mixed signals\n9. **BYIT_CFD.UK**: -12.67% today, -14.35% below MA50, -28.03% below MA200, volatility 87.83% - Below both MAs\n10. **WIZZ_CFD.UK**: -8.92% today, -24.41% below MA50, -23.34% below MA200, volatility 185.66% - Far below MAs, very high volatility\n\n**Overbought candidates (potential shorts):**\n1. **CRST_CFD.UK**: +24.85% today, +17.83% above MA50, +1.27% above MA200, volatility 158.47% - Very strong up move\n2. **MAB_CFD.UK**: +14.38% today, +10.94% above MA50, +11.60% above MA200, volatility 118.87% - Strong up move\n3. **TCAP_CFD.UK**: +12.68% today, +8.62% above MA50, +4.46% above MA200, volatility 83.88% - Strong up move\n4. **ATG_CFD.UK**: +12.01% today, +5.84% above MA50, -24.99% below MA200, volatility 172.45% - Mixed but big up move\n5. **LMP_CFD.UK**: +11.57% today, +10.77% above MA50, +12.51% above MA200, volatility 54.89% - Strong up move\n\nGiven the mean reversion strategy and the need for 5 candidates, I should select the most extreme cases that offer the best risk/reward for reversion. I'll focus on both oversold and overbought candidates to give the strategy flexibility.\n\nLet me select:\n1. **CBG_CFD.UK** - Extreme oversold, huge down move, very high volatility\n2. **IWG_CFD.UK** - Strong oversold, high volatility\n3. **OCDO_CFD.UK** - Very high volatility, strong down move\n4. **HIK_CFD.UK** - Extreme oversold, far below MAs, high volatility\n5. **CRST_CFD.UK** - Extreme overbought, huge up move, high volatility (for potential short)\n\nThis gives me 4 oversold and 1 overbought candidate, which is reasonable for mean reversion.\n\nNow I need to assign mean_reversion_scores (0-100) and selection_reasons based on technical indicators.\n\nLet me refine my selection and scoring:\n\n1. **CBG_CFD.UK**: Score 95 - Massive -26.6% single-day drop, 169% volatility, -22% below MA50, extreme oversold conditions\n2. **OCDO_CFD.UK**: Score 92 - Huge -21.",
"reasoning_details": [
{
"text": " The user wants me to perform a \"stage1_universe_scan\" for the EU region using the \"meanrev-v1\" strategy. I need to analyze the provided universe of stocks and select exactly 5 candidates for short-term mean reversion trading.\n\nKey constraints:\n1. Select exactly 5 candidates\n2. Avoid earnings within 5 trading days (if known) - but all earnings data is null, so this constraint is not applicable\n3. Avoid highly binary/event-driven moves (if known) - no news data, so I must infer from price action\n4. Avoid sector concentration: max 1 per sector unless clearly justified - but sector data is empty for all stocks, so I cannot apply this constraint directly. I'll need to infer sectors from names or just diversify based on other characteristics\n5. Horizon: 2-10 trading days\n6. Target: short-term mean reversion in liquid equities\n\nStrategy rules:\n- max_positions: 10\n- max_buys_per_run: 2\n- avoid_overtrading: true\n- max_sells_per_run: 2\n- max_gross_leverage: 3.0\n- fixed_position_size: 3000.0\n\nSince this is stage1_universe_scan, I need to identify the best 5 candidates. The strategy is mean reversion, so I should look for:\n- Stocks that have moved significantly in one direction (oversold or overbought)\n- High volatility (creates opportunities for reversion)\n- Distance from moving averages (indicates potential reversion)\n- Recent large percentage changes\n\nLet me analyze each stock:\n\n1. **CRST_CFD.UK**: +24.85% today, +17.83% above MA50, +1.27% above MA200, volatility 158.47% - Very strong upward move, could be overbought but might revert down. High volatility.\n\n2. **MSLH_CFD.UK**: +2.05% today, +4.54% above MA50, -18.42% below MA200, volatility 102.91% - Below MA200 but above MA50, moderate volatility.\n\n3. **LMP_CFD.UK**: +11.57% today, +10.77% above MA50, +12.51% above MA200, volatility 54.89% - Strong upward move, above both MAs, but lower volatility.\n\n4. **SPX_CFD.UK**: +10.91% today, +8.46% above MA50, +15.91% above MA200, volatility 84.71% - Strong upward move, above both MAs, moderate volatility.\n\n5. **UTG_CFD.UK**: +3.46% today, -3.69% below MA50, -23.93% below MA200, volatility 73.84% - Below both MAs, could be oversold.\n\n6. **PAG_CFD.UK**: -3.40% today, +0.70% above MA50, -1.34% below MA200, volatility 71.53% - Near MAs, small move.\n\n7. **INVP_CFD.UK**: +8.53% today, +9.57% above MA50, +17.35% above MA200, volatility 76.97% - Strong upward move, above both MAs.\n\n8. **RHIM_CFD.UK**: -6.76% today, +0.94% above MA50, -2.36% below MA200, volatility 151.26% - Below MA200 but above MA50, high volatility, down move.\n\n9. **CBG_CFD.UK**: -26.63% today, -22.13% below MA50, -13.37% below MA200, volatility 169.06% - Huge down move, below both MAs, very high volatility. Strong oversold candidate.\n\n10. **DLN_CFD.UK**: +10.40% today, +12.15% above MA50, +5.07% above MA200, volatility 115.39% - Strong upward move, above both MAs.\n\n11. **MCG_CFD.UK**: +2.96% today, +8.33% above MA50, -7.13% below MA200, volatility 232.20% - High volatility, mixed MA signals.\n\n12. **BT_CFD.UK**: +4.52% today, +10.27% above MA50, +12.49% above MA200, volatility 92.39% - Above both MAs.\n\n13. **IWG_CFD.UK**: -24.10% today, -17.03% below MA50, -11.80% below MA200, volatility 148.97% - Huge down move, below both MAs, high volatility. Strong oversold candidate.\n\n14. **PZC_CFD.UK**: -13.86% today, +2.59% above MA50, +2.98% above MA200, volatility 92.73% - Down move but still above MAs.\n\n15. **OCDO_CFD.UK**: -21.15% today, -5.48% below MA50, -15.82% below MA200, volatility 241.31% - Huge down move, below both MAs, very high volatility. Strong oversold candidate.\n\n16. **HWDN_CFD.UK**: -2.69% today, +0.68% above MA50, +2.91% above MA200, volatility 44.16% - Near MAs, low volatility.\n\n17. **LRE_CFD.UK**: -7.42% today, -6.40% below MA50, +0.41% above MA200, volatility 86.32% - Below MA50 but above MA200.\n\n18. **IMI_CFD.UK**: +1.59% today, +2.74% above MA50, +20.66% above MA200, volatility 90.41% - Above both MAs.\n\n19. **BME_CFD.UK**: -5.12% today, -2.81% below MA50, -22.14% below MA200, volatility 127.42% - Below both MAs, moderate volatility.\n\n20. **DCC_CFD.UK**: +4.13% today, -1.70% below MA50, -1.24% below MA200, volatility 101.80% - Near MAs.\n\n21. **DOCS_CFD.UK**: -1.50% today, -12.14% below MA50, -13.08% below MA200, volatility 121.20% - Below both MAs.\n\n22. **STJ_CFD.UK**: -14.84% today, -6.67% below MA50, +4.63% above MA200, volatility 125.87% - Big down move, mixed MA signals.\n\n23. **TCAP_CFD.UK**: +12.68% today, +8.62% above MA50, +4.46% above MA200, volatility 83.88% - Strong up move.\n\n24. **ABDN_CFD.UK**: -7.74% today, -2.33% below MA50, +6.46% above MA200, volatility 82.56% - Down move, mixed MA signals.\n\n25. **LIO_CFD.UK**: +7.78% today, +4.44% above MA50, -17.15% below MA200, volatility 138.52% - Above MA50 but below MA200, high volatility.\n\n26. **SMIN_CFD.UK**: +1.43% today, +4.17% above MA50, +14.95% above MA200, volatility 72.72% - Above both MAs.\n\n27. **BBY_CFD.UK**: +5.22% today, +8.83% above MA50, +33.31% above MA200, volatility 54.26% - Far above both MAs, low volatility.\n\n28. **LTA_CFD.FR**: -4.64% today, -8.57% below MA50, -7.97% below MA200, volatility 79.25% - Below both MAs.\n\n29. **OSB_CFD.UK**: -12.82% today, -8.43% below MA50, +1.20% above MA200, volatility 87.08% - Big down move, mixed MA signals.\n\n30. **MAB_CFD.UK**: +14.38% today, +10.94% above MA50, +11.60% above MA200, volatility 118.87% - Strong up move.\n\n31. **CABO_CFD.US**: -4.00% today, -3.63% below MA50, -27.40% below MA200, volatility 159.61% - Below both MAs, high volatility.\n\n32. **KGF_CFD.UK**: -16.59% today, -8.10% below MA50, +1.77% above MA200, volatility 106.76% - Big down move, mixed MA signals.\n\n33. **HLMA_CFD.UK**: -5.48% today, -0.83% below MA50, +8.89% above MA200, volatility 89.74% - Down move, mixed MA signals.\n\n34. **DOM_CFD.UK**: +4.19% today, +4.43% above MA50, -12.47% below MA200, volatility 85.81% - Above MA50 but below MA200.\n\n35. **QDT_CFD.FR**: -3.73% today, -13.58% below MA50, -17.11% below MA200, volatility 75.73% - Below both MAs.\n\n36. **IPO_CFD.UK**: -1.87% today, -2.03% below MA50, +10.23% above MA200, volatility 89.82% - Mixed MA signals.\n\n37. **GROW_CFD.UK**: +1.57% today, -4.28% below MA50, +22.57% above MA200, volatility 115.73% - Mixed MA signals.\n\n38. **CEN_CFD.FR**: -2.94% today, -3.00% below MA50, -3.68% below MA200, volatility 51.90% - Below both MAs, low volatility.\n\n39. **KSS_CFD.US**: +0.55% today, -24.25% below MA50, -19.56% below MA200, volatility 143.73% - Below both MAs, high volatility.\n\n40. **BYIT_CFD.UK**: -12.67% today, -14.35% below MA50, -28.03% below MA200, volatility 87.83% - Big down move, below both MAs.\n\n41. **SRP_CFD.UK**: +2.85% today, +11.38% above MA50, +39.79% above MA200, volatility 75.94% - Far above both MAs.\n\n42. **HPP_CFD.US**: -3.15% today, -22.39% below MA50, -59.68% below MA200, volatility 184.75% - Very far below both MAs, very high volatility.\n\n43. **WKP_CFD.UK**: +3.68% today, +5.81% above MA50, +1.86% above MA200, volatility 70.22% - Above both MAs.\n\n44. **HIK_CFD.UK**: -19.56% today, -15.71% below MA50, -28.88% below MA200, volatility 155.60% - Huge down move, far below both MAs, high volatility. Strong oversold candidate.\n\n45. **OPTU_CFD.US**: -3.76% today, -18.81% below MA50, -37.66% below MA200, volatility 145.35% - Far below both MAs, high volatility.\n\n46. **HHFA_CFD.DE**: 0% today, +0.38% above MA50, +8.29% above MA200, volatility 55.59% - Stable, above both MAs.\n\n47. **XRAY_CFD.US**: +3.54% today, -7.08% below MA50, -11.18% below MA200, volatility 140.26% - Below both MAs.\n\n48. **WIZZ_CFD.UK**: -8.92% today, -24.41% below MA50, -23.34% below MA200, volatility 185.66% - Far below both MAs, very high volatility.\n\n49. **INF_CFD.UK**: -14.49% today, -13.85% below MA50, -10.93% below MA200, volatility 89.54% - Below both MAs.\n\n50. **ATG_CFD.UK**: +12.01% today, +5.84% above MA50, -24.99% below MA200, volatility 172.45% - Mixed MA signals, high volatility.\n\nFor mean reversion, I want to find stocks that have moved too far, too fast in one direction and are likely to revert. The best candidates are those with:\n- Large single-day moves (especially down moves for oversold)\n- High volatility\n- Significant distance from moving averages\n- Ideally below MAs for oversold candidates (for long positions) or above MAs for overbought candidates (for short positions)\n\nGiven the strategy is \"Two-Stage LLM Mean-Reversion\", I should select a mix of oversold and potentially overbought candidates, but typically mean reversion focuses on oversold stocks bouncing back.\n\nLet me rank the best candidates:\n\n**Oversold candidates (potential longs):**\n1. **CBG_CFD.UK**: -26.63% today, -22.13% below MA50, -13.37% below MA200, volatility 169.06% - Excellent oversold setup\n2. **IWG_CFD.UK**: -24.10% today, -17.03% below MA50, -11.80% below MA200, volatility 148.97% - Strong oversold setup\n3. **OCDO_CFD.UK**: -21.15% today, -5.48% below MA50, -15.82% below MA200, volatility 241.31% - Very high volatility, strong down move\n4. **HIK_CFD.UK**: -19.56% today, -15.71% below MA50, -28.88% below MA200, volatility 155.60% - Strong oversold, far below MAs\n5. **KGF_CFD.UK**: -16.59% today, -8.10% below MA50, +1.77% above MA200, volatility 106.76% - Mixed signals but big down move\n6. **INF_CFD.UK**: -14.49% today, -13.85% below MA50, -10.93% below MA200, volatility 89.54% - Below both MAs\n7. **STJ_CFD.UK**: -14.84% today, -6.67% below MA50, +4.63% above MA200, volatility 125.87% - Mixed signals\n8. **OSB_CFD.UK**: -12.82% today, -8.43% below MA50, +1.20% above MA200, volatility 87.08% - Mixed signals\n9. **BYIT_CFD.UK**: -12.67% today, -14.35% below MA50, -28.03% below MA200, volatility 87.83% - Below both MAs\n10. **WIZZ_CFD.UK**: -8.92% today, -24.41% below MA50, -23.34% below MA200, volatility 185.66% - Far below MAs, very high volatility\n\n**Overbought candidates (potential shorts):**\n1. **CRST_CFD.UK**: +24.85% today, +17.83% above MA50, +1.27% above MA200, volatility 158.47% - Very strong up move\n2. **MAB_CFD.UK**: +14.38% today, +10.94% above MA50, +11.60% above MA200, volatility 118.87% - Strong up move\n3. **TCAP_CFD.UK**: +12.68% today, +8.62% above MA50, +4.46% above MA200, volatility 83.88% - Strong up move\n4. **ATG_CFD.UK**: +12.01% today, +5.84% above MA50, -24.99% below MA200, volatility 172.45% - Mixed but big up move\n5. **LMP_CFD.UK**: +11.57% today, +10.77% above MA50, +12.51% above MA200, volatility 54.89% - Strong up move\n\nGiven the mean reversion strategy and the need for 5 candidates, I should select the most extreme cases that offer the best risk/reward for reversion. I'll focus on both oversold and overbought candidates to give the strategy flexibility.\n\nLet me select:\n1. **CBG_CFD.UK** - Extreme oversold, huge down move, very high volatility\n2. **IWG_CFD.UK** - Strong oversold, high volatility\n3. **OCDO_CFD.UK** - Very high volatility, strong down move\n4. **HIK_CFD.UK** - Extreme oversold, far below MAs, high volatility\n5. **CRST_CFD.UK** - Extreme overbought, huge up move, high volatility (for potential short)\n\nThis gives me 4 oversold and 1 overbought candidate, which is reasonable for mean reversion.\n\nNow I need to assign mean_reversion_scores (0-100) and selection_reasons based on technical indicators.\n\nLet me refine my selection and scoring:\n\n1. **CBG_CFD.UK**: Score 95 - Massive -26.6% single-day drop, 169% volatility, -22% below MA50, extreme oversold conditions\n2. **OCDO_CFD.UK**: Score 92 - Huge -21.",
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}#1655 • openrouter • moonshotai/kimi-k2-thinking • 2026-03-25T12:21:07.955297+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 41.98, "last_price": 38.22, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "AUTO_CFD.UK", "qty": 6.2137531068765535, "avg_price": 482.8, "last_price": 482.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T18:04:14.272849+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 11.961722488038276, "avg_price": 250.8, "last_price": 263.2, "unrealized_pnl": 148.32535885167437, "opened_at": "2026-03-23T18:04:09.108429+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-18T17:58:33.497657+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 0.0, "avg_price": 118.83, "last_price": 118.83, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.24287783679382, "avg_price": 414.2, "last_price": 414.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 0.0, "avg_price": 1700.0, "last_price": 1693.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 16.949152542372882, "avg_price": 177.0, "last_price": 177.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T18:04:14.272849+00:00"}, {"symbol": "LRE_CFD.UK", "qty": 5.208333333333333, "avg_price": 576.0, "last_price": 576.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 17.72, "last_price": 16.0, "unrealized_pnl": -291.19638826185087, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 14.684287812041115, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 19.64636542239686, "avg_price": 152.7, "last_price": 152.7, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 0.0, "avg_price": 1215.0, "last_price": 1113.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 110.29411764705883, "avg_price": 27.2, "last_price": 25.25, "unrealized_pnl": -215.07352941176464, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 151.8, "last_price": 173.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 427.1, "last_price": 354.1, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 872.0, "last_price": 976.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 253.97436099095557, "last_price": 262.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}], "candidates": [], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}Output JSON
{
"actions": {
"buy": [
{
"reason": "Strong mean-reversion buy: down 17% from 427.1 to 354.1. Deep oversold condition offers high expected return.",
"symbol": "VTY_CFD.UK",
"position_size": 3000
},
{
"reason": "Mean-reversion buy: down 8.4% from 1215 to 1113. Significant pullback on quality name, good risk/reward.",
"symbol": "PSN_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Flat at entry price (482.8), no mean-reversion signal.",
"symbol": "AUTO_CFD.UK"
},
{
"reason": "Flat at entry price (292.6), no mean-reversion signal.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Flat at entry price (342.92), no mean-reversion signal.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Flat at entry price (414.2), no mean-reversion signal.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Flat at entry price (177.0), no mean-reversion signal.",
"symbol": "IWG_CFD.UK"
},
{
"reason": "Flat at entry price (576.0), no mean-reversion signal.",
"symbol": "LRE_CFD.UK"
},
{
"reason": "Flat at entry price (204.3), no mean-reversion signal.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Flat at entry price (152.7), no mean-reversion signal.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No position; down 9% but prioritizing deeper oversold candidates (VTY, PSN) for limited buy slots.",
"symbol": "AML_CFD.UK"
},
{
"reason": "No position; flat price, no mean-reversion signal.",
"symbol": "CRST_CFD.UK"
},
{
"reason": "No position; down only 0.4%, insufficient mean-reversion signal.",
"symbol": "ICG_CFD.UK"
},
{
"reason": "No position; down 10% but prioritizing deeper oversold candidates (VTY, PSN) for limited buy slots.",
"symbol": "LSS_CFD.FR"
},
{
"reason": "No position; up 14%, not oversold.",
"symbol": "TRST_CFD.UK"
},
{
"reason": "No position; up 12%, not oversold.",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No position; up 3.5%, not oversold.",
"symbol": "WPP_CFD.UK"
}
],
"sell": [
{
"reason": "Mean-reversion profit take: position up 5% (+148 pnl) from entry at 250.8 to 263.2. Lock in gains and reallocate to oversold candidates.",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "Mean-reversion stop loss: position down 7.2% (-215 pnl) from entry at 27.2 to 25.25. Cut loss to free leverage for better opportunities.",
"symbol": "SYNT_CFD.UK"
}
]
},
"portfolio_rationale": "At max positions (10) and max leverage (3.0x), rebalancing via two sells and two buys to optimize mean-reversion exposure. Selling BTRW (+5% profit) locks in gains before potential pullback. Selling SYNT (-7.2% loss) cuts drawdown and frees capital. Replacing with VTY (-17% deep oversold) and PSN (-8.4% pullback) improves expected return profile while maintaining fixed 3000 position sizes and leverage constraints. All other holdings remain unchanged as they show no significant price deviation from entry."
}Selection logs
#819 • stage1 • 2026-03-25T12:21:07.951946+00:00
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"reasoning": " The user wants me to perform a \"stage1_universe_scan\" for the EU region using the \"meanrev-v1\" strategy. I need to analyze the provided universe of stocks and select exactly 5 candidates for short-term mean reversion trading.\n\nKey constraints:\n1. Select exactly 5 candidates\n2. Avoid earnings within 5 trading days (if known) - but all earnings data is null, so this constraint is not applicable\n3. Avoid highly binary/event-driven moves (if known) - no news data, so I must infer from price action\n4. Avoid sector concentration: max 1 per sector unless clearly justified - but sector data is empty for all stocks, so I cannot apply this constraint directly. I'll need to infer sectors from names or just diversify based on other characteristics\n5. Horizon: 2-10 trading days\n6. Target: short-term mean reversion in liquid equities\n\nStrategy rules:\n- max_positions: 10\n- max_buys_per_run: 2\n- avoid_overtrading: true\n- max_sells_per_run: 2\n- max_gross_leverage: 3.0\n- fixed_position_size: 3000.0\n\nSince this is stage1_universe_scan, I need to identify the best 5 candidates. The strategy is mean reversion, so I should look for:\n- Stocks that have moved significantly in one direction (oversold or overbought)\n- High volatility (creates opportunities for reversion)\n- Distance from moving averages (indicates potential reversion)\n- Recent large percentage changes\n\nLet me analyze each stock:\n\n1. **CRST_CFD.UK**: +24.85% today, +17.83% above MA50, +1.27% above MA200, volatility 158.47% - Very strong upward move, could be overbought but might revert down. High volatility.\n\n2. **MSLH_CFD.UK**: +2.05% today, +4.54% above MA50, -18.42% below MA200, volatility 102.91% - Below MA200 but above MA50, moderate volatility.\n\n3. **LMP_CFD.UK**: +11.57% today, +10.77% above MA50, +12.51% above MA200, volatility 54.89% - Strong upward move, above both MAs, but lower volatility.\n\n4. **SPX_CFD.UK**: +10.91% today, +8.46% above MA50, +15.91% above MA200, volatility 84.71% - Strong upward move, above both MAs, moderate volatility.\n\n5. **UTG_CFD.UK**: +3.46% today, -3.69% below MA50, -23.93% below MA200, volatility 73.84% - Below both MAs, could be oversold.\n\n6. **PAG_CFD.UK**: -3.40% today, +0.70% above MA50, -1.34% below MA200, volatility 71.53% - Near MAs, small move.\n\n7. **INVP_CFD.UK**: +8.53% today, +9.57% above MA50, +17.35% above MA200, volatility 76.97% - Strong upward move, above both MAs.\n\n8. **RHIM_CFD.UK**: -6.76% today, +0.94% above MA50, -2.36% below MA200, volatility 151.26% - Below MA200 but above MA50, high volatility, down move.\n\n9. **CBG_CFD.UK**: -26.63% today, -22.13% below MA50, -13.37% below MA200, volatility 169.06% - Huge down move, below both MAs, very high volatility. Strong oversold candidate.\n\n10. **DLN_CFD.UK**: +10.40% today, +12.15% above MA50, +5.07% above MA200, volatility 115.39% - Strong upward move, above both MAs.\n\n11. **MCG_CFD.UK**: +2.96% today, +8.33% above MA50, -7.13% below MA200, volatility 232.20% - High volatility, mixed MA signals.\n\n12. **BT_CFD.UK**: +4.52% today, +10.27% above MA50, +12.49% above MA200, volatility 92.39% - Above both MAs.\n\n13. **IWG_CFD.UK**: -24.10% today, -17.03% below MA50, -11.80% below MA200, volatility 148.97% - Huge down move, below both MAs, high volatility. Strong oversold candidate.\n\n14. **PZC_CFD.UK**: -13.86% today, +2.59% above MA50, +2.98% above MA200, volatility 92.73% - Down move but still above MAs.\n\n15. **OCDO_CFD.UK**: -21.15% today, -5.48% below MA50, -15.82% below MA200, volatility 241.31% - Huge down move, below both MAs, very high volatility. Strong oversold candidate.\n\n16. **HWDN_CFD.UK**: -2.69% today, +0.68% above MA50, +2.91% above MA200, volatility 44.16% - Near MAs, low volatility.\n\n17. **LRE_CFD.UK**: -7.42% today, -6.40% below MA50, +0.41% above MA200, volatility 86.32% - Below MA50 but above MA200.\n\n18. **IMI_CFD.UK**: +1.59% today, +2.74% above MA50, +20.66% above MA200, volatility 90.41% - Above both MAs.\n\n19. **BME_CFD.UK**: -5.12% today, -2.81% below MA50, -22.14% below MA200, volatility 127.42% - Below both MAs, moderate volatility.\n\n20. **DCC_CFD.UK**: +4.13% today, -1.70% below MA50, -1.24% below MA200, volatility 101.80% - Near MAs.\n\n21. **DOCS_CFD.UK**: -1.50% today, -12.14% below MA50, -13.08% below MA200, volatility 121.20% - Below both MAs.\n\n22. **STJ_CFD.UK**: -14.84% today, -6.67% below MA50, +4.63% above MA200, volatility 125.87% - Big down move, mixed MA signals.\n\n23. **TCAP_CFD.UK**: +12.68% today, +8.62% above MA50, +4.46% above MA200, volatility 83.88% - Strong up move.\n\n24. **ABDN_CFD.UK**: -7.74% today, -2.33% below MA50, +6.46% above MA200, volatility 82.56% - Down move, mixed MA signals.\n\n25. **LIO_CFD.UK**: +7.78% today, +4.44% above MA50, -17.15% below MA200, volatility 138.52% - Above MA50 but below MA200, high volatility.\n\n26. **SMIN_CFD.UK**: +1.43% today, +4.17% above MA50, +14.95% above MA200, volatility 72.72% - Above both MAs.\n\n27. **BBY_CFD.UK**: +5.22% today, +8.83% above MA50, +33.31% above MA200, volatility 54.26% - Far above both MAs, low volatility.\n\n28. **LTA_CFD.FR**: -4.64% today, -8.57% below MA50, -7.97% below MA200, volatility 79.25% - Below both MAs.\n\n29. **OSB_CFD.UK**: -12.82% today, -8.43% below MA50, +1.20% above MA200, volatility 87.08% - Big down move, mixed MA signals.\n\n30. **MAB_CFD.UK**: +14.38% today, +10.94% above MA50, +11.60% above MA200, volatility 118.87% - Strong up move.\n\n31. **CABO_CFD.US**: -4.00% today, -3.63% below MA50, -27.40% below MA200, volatility 159.61% - Below both MAs, high volatility.\n\n32. **KGF_CFD.UK**: -16.59% today, -8.10% below MA50, +1.77% above MA200, volatility 106.76% - Big down move, mixed MA signals.\n\n33. **HLMA_CFD.UK**: -5.48% today, -0.83% below MA50, +8.89% above MA200, volatility 89.74% - Down move, mixed MA signals.\n\n34. **DOM_CFD.UK**: +4.19% today, +4.43% above MA50, -12.47% below MA200, volatility 85.81% - Above MA50 but below MA200.\n\n35. **QDT_CFD.FR**: -3.73% today, -13.58% below MA50, -17.11% below MA200, volatility 75.73% - Below both MAs.\n\n36. **IPO_CFD.UK**: -1.87% today, -2.03% below MA50, +10.23% above MA200, volatility 89.82% - Mixed MA signals.\n\n37. **GROW_CFD.UK**: +1.57% today, -4.28% below MA50, +22.57% above MA200, volatility 115.73% - Mixed MA signals.\n\n38. **CEN_CFD.FR**: -2.94% today, -3.00% below MA50, -3.68% below MA200, volatility 51.90% - Below both MAs, low volatility.\n\n39. **KSS_CFD.US**: +0.55% today, -24.25% below MA50, -19.56% below MA200, volatility 143.73% - Below both MAs, high volatility.\n\n40. **BYIT_CFD.UK**: -12.67% today, -14.35% below MA50, -28.03% below MA200, volatility 87.83% - Big down move, below both MAs.\n\n41. **SRP_CFD.UK**: +2.85% today, +11.38% above MA50, +39.79% above MA200, volatility 75.94% - Far above both MAs.\n\n42. **HPP_CFD.US**: -3.15% today, -22.39% below MA50, -59.68% below MA200, volatility 184.75% - Very far below both MAs, very high volatility.\n\n43. **WKP_CFD.UK**: +3.68% today, +5.81% above MA50, +1.86% above MA200, volatility 70.22% - Above both MAs.\n\n44. **HIK_CFD.UK**: -19.56% today, -15.71% below MA50, -28.88% below MA200, volatility 155.60% - Huge down move, far below both MAs, high volatility. Strong oversold candidate.\n\n45. **OPTU_CFD.US**: -3.76% today, -18.81% below MA50, -37.66% below MA200, volatility 145.35% - Far below both MAs, high volatility.\n\n46. **HHFA_CFD.DE**: 0% today, +0.38% above MA50, +8.29% above MA200, volatility 55.59% - Stable, above both MAs.\n\n47. **XRAY_CFD.US**: +3.54% today, -7.08% below MA50, -11.18% below MA200, volatility 140.26% - Below both MAs.\n\n48. **WIZZ_CFD.UK**: -8.92% today, -24.41% below MA50, -23.34% below MA200, volatility 185.66% - Far below both MAs, very high volatility.\n\n49. **INF_CFD.UK**: -14.49% today, -13.85% below MA50, -10.93% below MA200, volatility 89.54% - Below both MAs.\n\n50. **ATG_CFD.UK**: +12.01% today, +5.84% above MA50, -24.99% below MA200, volatility 172.45% - Mixed MA signals, high volatility.\n\nFor mean reversion, I want to find stocks that have moved too far, too fast in one direction and are likely to revert. The best candidates are those with:\n- Large single-day moves (especially down moves for oversold)\n- High volatility\n- Significant distance from moving averages\n- Ideally below MAs for oversold candidates (for long positions) or above MAs for overbought candidates (for short positions)\n\nGiven the strategy is \"Two-Stage LLM Mean-Reversion\", I should select a mix of oversold and potentially overbought candidates, but typically mean reversion focuses on oversold stocks bouncing back.\n\nLet me rank the best candidates:\n\n**Oversold candidates (potential longs):**\n1. **CBG_CFD.UK**: -26.63% today, -22.13% below MA50, -13.37% below MA200, volatility 169.06% - Excellent oversold setup\n2. **IWG_CFD.UK**: -24.10% today, -17.03% below MA50, -11.80% below MA200, volatility 148.97% - Strong oversold setup\n3. **OCDO_CFD.UK**: -21.15% today, -5.48% below MA50, -15.82% below MA200, volatility 241.31% - Very high volatility, strong down move\n4. **HIK_CFD.UK**: -19.56% today, -15.71% below MA50, -28.88% below MA200, volatility 155.60% - Strong oversold, far below MAs\n5. **KGF_CFD.UK**: -16.59% today, -8.10% below MA50, +1.77% above MA200, volatility 106.76% - Mixed signals but big down move\n6. **INF_CFD.UK**: -14.49% today, -13.85% below MA50, -10.93% below MA200, volatility 89.54% - Below both MAs\n7. **STJ_CFD.UK**: -14.84% today, -6.67% below MA50, +4.63% above MA200, volatility 125.87% - Mixed signals\n8. **OSB_CFD.UK**: -12.82% today, -8.43% below MA50, +1.20% above MA200, volatility 87.08% - Mixed signals\n9. **BYIT_CFD.UK**: -12.67% today, -14.35% below MA50, -28.03% below MA200, volatility 87.83% - Below both MAs\n10. **WIZZ_CFD.UK**: -8.92% today, -24.41% below MA50, -23.34% below MA200, volatility 185.66% - Far below MAs, very high volatility\n\n**Overbought candidates (potential shorts):**\n1. **CRST_CFD.UK**: +24.85% today, +17.83% above MA50, +1.27% above MA200, volatility 158.47% - Very strong up move\n2. **MAB_CFD.UK**: +14.38% today, +10.94% above MA50, +11.60% above MA200, volatility 118.87% - Strong up move\n3. **TCAP_CFD.UK**: +12.68% today, +8.62% above MA50, +4.46% above MA200, volatility 83.88% - Strong up move\n4. **ATG_CFD.UK**: +12.01% today, +5.84% above MA50, -24.99% below MA200, volatility 172.45% - Mixed but big up move\n5. **LMP_CFD.UK**: +11.57% today, +10.77% above MA50, +12.51% above MA200, volatility 54.89% - Strong up move\n\nGiven the mean reversion strategy and the need for 5 candidates, I should select the most extreme cases that offer the best risk/reward for reversion. I'll focus on both oversold and overbought candidates to give the strategy flexibility.\n\nLet me select:\n1. **CBG_CFD.UK** - Extreme oversold, huge down move, very high volatility\n2. **IWG_CFD.UK** - Strong oversold, high volatility\n3. **OCDO_CFD.UK** - Very high volatility, strong down move\n4. **HIK_CFD.UK** - Extreme oversold, far below MAs, high volatility\n5. **CRST_CFD.UK** - Extreme overbought, huge up move, high volatility (for potential short)\n\nThis gives me 4 oversold and 1 overbought candidate, which is reasonable for mean reversion.\n\nNow I need to assign mean_reversion_scores (0-100) and selection_reasons based on technical indicators.\n\nLet me refine my selection and scoring:\n\n1. **CBG_CFD.UK**: Score 95 - Massive -26.6% single-day drop, 169% volatility, -22% below MA50, extreme oversold conditions\n2. **OCDO_CFD.UK**: Score 92 - Huge -21.",
"reasoning_details": [
{
"text": " The user wants me to perform a \"stage1_universe_scan\" for the EU region using the \"meanrev-v1\" strategy. I need to analyze the provided universe of stocks and select exactly 5 candidates for short-term mean reversion trading.\n\nKey constraints:\n1. Select exactly 5 candidates\n2. Avoid earnings within 5 trading days (if known) - but all earnings data is null, so this constraint is not applicable\n3. Avoid highly binary/event-driven moves (if known) - no news data, so I must infer from price action\n4. Avoid sector concentration: max 1 per sector unless clearly justified - but sector data is empty for all stocks, so I cannot apply this constraint directly. I'll need to infer sectors from names or just diversify based on other characteristics\n5. Horizon: 2-10 trading days\n6. Target: short-term mean reversion in liquid equities\n\nStrategy rules:\n- max_positions: 10\n- max_buys_per_run: 2\n- avoid_overtrading: true\n- max_sells_per_run: 2\n- max_gross_leverage: 3.0\n- fixed_position_size: 3000.0\n\nSince this is stage1_universe_scan, I need to identify the best 5 candidates. The strategy is mean reversion, so I should look for:\n- Stocks that have moved significantly in one direction (oversold or overbought)\n- High volatility (creates opportunities for reversion)\n- Distance from moving averages (indicates potential reversion)\n- Recent large percentage changes\n\nLet me analyze each stock:\n\n1. **CRST_CFD.UK**: +24.85% today, +17.83% above MA50, +1.27% above MA200, volatility 158.47% - Very strong upward move, could be overbought but might revert down. High volatility.\n\n2. **MSLH_CFD.UK**: +2.05% today, +4.54% above MA50, -18.42% below MA200, volatility 102.91% - Below MA200 but above MA50, moderate volatility.\n\n3. **LMP_CFD.UK**: +11.57% today, +10.77% above MA50, +12.51% above MA200, volatility 54.89% - Strong upward move, above both MAs, but lower volatility.\n\n4. **SPX_CFD.UK**: +10.91% today, +8.46% above MA50, +15.91% above MA200, volatility 84.71% - Strong upward move, above both MAs, moderate volatility.\n\n5. **UTG_CFD.UK**: +3.46% today, -3.69% below MA50, -23.93% below MA200, volatility 73.84% - Below both MAs, could be oversold.\n\n6. **PAG_CFD.UK**: -3.40% today, +0.70% above MA50, -1.34% below MA200, volatility 71.53% - Near MAs, small move.\n\n7. **INVP_CFD.UK**: +8.53% today, +9.57% above MA50, +17.35% above MA200, volatility 76.97% - Strong upward move, above both MAs.\n\n8. **RHIM_CFD.UK**: -6.76% today, +0.94% above MA50, -2.36% below MA200, volatility 151.26% - Below MA200 but above MA50, high volatility, down move.\n\n9. **CBG_CFD.UK**: -26.63% today, -22.13% below MA50, -13.37% below MA200, volatility 169.06% - Huge down move, below both MAs, very high volatility. Strong oversold candidate.\n\n10. **DLN_CFD.UK**: +10.40% today, +12.15% above MA50, +5.07% above MA200, volatility 115.39% - Strong upward move, above both MAs.\n\n11. **MCG_CFD.UK**: +2.96% today, +8.33% above MA50, -7.13% below MA200, volatility 232.20% - High volatility, mixed MA signals.\n\n12. **BT_CFD.UK**: +4.52% today, +10.27% above MA50, +12.49% above MA200, volatility 92.39% - Above both MAs.\n\n13. **IWG_CFD.UK**: -24.10% today, -17.03% below MA50, -11.80% below MA200, volatility 148.97% - Huge down move, below both MAs, high volatility. Strong oversold candidate.\n\n14. **PZC_CFD.UK**: -13.86% today, +2.59% above MA50, +2.98% above MA200, volatility 92.73% - Down move but still above MAs.\n\n15. **OCDO_CFD.UK**: -21.15% today, -5.48% below MA50, -15.82% below MA200, volatility 241.31% - Huge down move, below both MAs, very high volatility. Strong oversold candidate.\n\n16. **HWDN_CFD.UK**: -2.69% today, +0.68% above MA50, +2.91% above MA200, volatility 44.16% - Near MAs, low volatility.\n\n17. **LRE_CFD.UK**: -7.42% today, -6.40% below MA50, +0.41% above MA200, volatility 86.32% - Below MA50 but above MA200.\n\n18. **IMI_CFD.UK**: +1.59% today, +2.74% above MA50, +20.66% above MA200, volatility 90.41% - Above both MAs.\n\n19. **BME_CFD.UK**: -5.12% today, -2.81% below MA50, -22.14% below MA200, volatility 127.42% - Below both MAs, moderate volatility.\n\n20. **DCC_CFD.UK**: +4.13% today, -1.70% below MA50, -1.24% below MA200, volatility 101.80% - Near MAs.\n\n21. **DOCS_CFD.UK**: -1.50% today, -12.14% below MA50, -13.08% below MA200, volatility 121.20% - Below both MAs.\n\n22. **STJ_CFD.UK**: -14.84% today, -6.67% below MA50, +4.63% above MA200, volatility 125.87% - Big down move, mixed MA signals.\n\n23. **TCAP_CFD.UK**: +12.68% today, +8.62% above MA50, +4.46% above MA200, volatility 83.88% - Strong up move.\n\n24. **ABDN_CFD.UK**: -7.74% today, -2.33% below MA50, +6.46% above MA200, volatility 82.56% - Down move, mixed MA signals.\n\n25. **LIO_CFD.UK**: +7.78% today, +4.44% above MA50, -17.15% below MA200, volatility 138.52% - Above MA50 but below MA200, high volatility.\n\n26. **SMIN_CFD.UK**: +1.43% today, +4.17% above MA50, +14.95% above MA200, volatility 72.72% - Above both MAs.\n\n27. **BBY_CFD.UK**: +5.22% today, +8.83% above MA50, +33.31% above MA200, volatility 54.26% - Far above both MAs, low volatility.\n\n28. **LTA_CFD.FR**: -4.64% today, -8.57% below MA50, -7.97% below MA200, volatility 79.25% - Below both MAs.\n\n29. **OSB_CFD.UK**: -12.82% today, -8.43% below MA50, +1.20% above MA200, volatility 87.08% - Big down move, mixed MA signals.\n\n30. **MAB_CFD.UK**: +14.38% today, +10.94% above MA50, +11.60% above MA200, volatility 118.87% - Strong up move.\n\n31. **CABO_CFD.US**: -4.00% today, -3.63% below MA50, -27.40% below MA200, volatility 159.61% - Below both MAs, high volatility.\n\n32. **KGF_CFD.UK**: -16.59% today, -8.10% below MA50, +1.77% above MA200, volatility 106.76% - Big down move, mixed MA signals.\n\n33. **HLMA_CFD.UK**: -5.48% today, -0.83% below MA50, +8.89% above MA200, volatility 89.74% - Down move, mixed MA signals.\n\n34. **DOM_CFD.UK**: +4.19% today, +4.43% above MA50, -12.47% below MA200, volatility 85.81% - Above MA50 but below MA200.\n\n35. **QDT_CFD.FR**: -3.73% today, -13.58% below MA50, -17.11% below MA200, volatility 75.73% - Below both MAs.\n\n36. **IPO_CFD.UK**: -1.87% today, -2.03% below MA50, +10.23% above MA200, volatility 89.82% - Mixed MA signals.\n\n37. **GROW_CFD.UK**: +1.57% today, -4.28% below MA50, +22.57% above MA200, volatility 115.73% - Mixed MA signals.\n\n38. **CEN_CFD.FR**: -2.94% today, -3.00% below MA50, -3.68% below MA200, volatility 51.90% - Below both MAs, low volatility.\n\n39. **KSS_CFD.US**: +0.55% today, -24.25% below MA50, -19.56% below MA200, volatility 143.73% - Below both MAs, high volatility.\n\n40. **BYIT_CFD.UK**: -12.67% today, -14.35% below MA50, -28.03% below MA200, volatility 87.83% - Big down move, below both MAs.\n\n41. **SRP_CFD.UK**: +2.85% today, +11.38% above MA50, +39.79% above MA200, volatility 75.94% - Far above both MAs.\n\n42. **HPP_CFD.US**: -3.15% today, -22.39% below MA50, -59.68% below MA200, volatility 184.75% - Very far below both MAs, very high volatility.\n\n43. **WKP_CFD.UK**: +3.68% today, +5.81% above MA50, +1.86% above MA200, volatility 70.22% - Above both MAs.\n\n44. **HIK_CFD.UK**: -19.56% today, -15.71% below MA50, -28.88% below MA200, volatility 155.60% - Huge down move, far below both MAs, high volatility. Strong oversold candidate.\n\n45. **OPTU_CFD.US**: -3.76% today, -18.81% below MA50, -37.66% below MA200, volatility 145.35% - Far below both MAs, high volatility.\n\n46. **HHFA_CFD.DE**: 0% today, +0.38% above MA50, +8.29% above MA200, volatility 55.59% - Stable, above both MAs.\n\n47. **XRAY_CFD.US**: +3.54% today, -7.08% below MA50, -11.18% below MA200, volatility 140.26% - Below both MAs.\n\n48. **WIZZ_CFD.UK**: -8.92% today, -24.41% below MA50, -23.34% below MA200, volatility 185.66% - Far below both MAs, very high volatility.\n\n49. **INF_CFD.UK**: -14.49% today, -13.85% below MA50, -10.93% below MA200, volatility 89.54% - Below both MAs.\n\n50. **ATG_CFD.UK**: +12.01% today, +5.84% above MA50, -24.99% below MA200, volatility 172.45% - Mixed MA signals, high volatility.\n\nFor mean reversion, I want to find stocks that have moved too far, too fast in one direction and are likely to revert. The best candidates are those with:\n- Large single-day moves (especially down moves for oversold)\n- High volatility\n- Significant distance from moving averages\n- Ideally below MAs for oversold candidates (for long positions) or above MAs for overbought candidates (for short positions)\n\nGiven the strategy is \"Two-Stage LLM Mean-Reversion\", I should select a mix of oversold and potentially overbought candidates, but typically mean reversion focuses on oversold stocks bouncing back.\n\nLet me rank the best candidates:\n\n**Oversold candidates (potential longs):**\n1. **CBG_CFD.UK**: -26.63% today, -22.13% below MA50, -13.37% below MA200, volatility 169.06% - Excellent oversold setup\n2. **IWG_CFD.UK**: -24.10% today, -17.03% below MA50, -11.80% below MA200, volatility 148.97% - Strong oversold setup\n3. **OCDO_CFD.UK**: -21.15% today, -5.48% below MA50, -15.82% below MA200, volatility 241.31% - Very high volatility, strong down move\n4. **HIK_CFD.UK**: -19.56% today, -15.71% below MA50, -28.88% below MA200, volatility 155.60% - Strong oversold, far below MAs\n5. **KGF_CFD.UK**: -16.59% today, -8.10% below MA50, +1.77% above MA200, volatility 106.76% - Mixed signals but big down move\n6. **INF_CFD.UK**: -14.49% today, -13.85% below MA50, -10.93% below MA200, volatility 89.54% - Below both MAs\n7. **STJ_CFD.UK**: -14.84% today, -6.67% below MA50, +4.63% above MA200, volatility 125.87% - Mixed signals\n8. **OSB_CFD.UK**: -12.82% today, -8.43% below MA50, +1.20% above MA200, volatility 87.08% - Mixed signals\n9. **BYIT_CFD.UK**: -12.67% today, -14.35% below MA50, -28.03% below MA200, volatility 87.83% - Below both MAs\n10. **WIZZ_CFD.UK**: -8.92% today, -24.41% below MA50, -23.34% below MA200, volatility 185.66% - Far below MAs, very high volatility\n\n**Overbought candidates (potential shorts):**\n1. **CRST_CFD.UK**: +24.85% today, +17.83% above MA50, +1.27% above MA200, volatility 158.47% - Very strong up move\n2. **MAB_CFD.UK**: +14.38% today, +10.94% above MA50, +11.60% above MA200, volatility 118.87% - Strong up move\n3. **TCAP_CFD.UK**: +12.68% today, +8.62% above MA50, +4.46% above MA200, volatility 83.88% - Strong up move\n4. **ATG_CFD.UK**: +12.01% today, +5.84% above MA50, -24.99% below MA200, volatility 172.45% - Mixed but big up move\n5. **LMP_CFD.UK**: +11.57% today, +10.77% above MA50, +12.51% above MA200, volatility 54.89% - Strong up move\n\nGiven the mean reversion strategy and the need for 5 candidates, I should select the most extreme cases that offer the best risk/reward for reversion. I'll focus on both oversold and overbought candidates to give the strategy flexibility.\n\nLet me select:\n1. **CBG_CFD.UK** - Extreme oversold, huge down move, very high volatility\n2. **IWG_CFD.UK** - Strong oversold, high volatility\n3. **OCDO_CFD.UK** - Very high volatility, strong down move\n4. **HIK_CFD.UK** - Extreme oversold, far below MAs, high volatility\n5. **CRST_CFD.UK** - Extreme overbought, huge up move, high volatility (for potential short)\n\nThis gives me 4 oversold and 1 overbought candidate, which is reasonable for mean reversion.\n\nNow I need to assign mean_reversion_scores (0-100) and selection_reasons based on technical indicators.\n\nLet me refine my selection and scoring:\n\n1. **CBG_CFD.UK**: Score 95 - Massive -26.6% single-day drop, 169% volatility, -22% below MA50, extreme oversold conditions\n2. **OCDO_CFD.UK**: Score 92 - Huge -21.",
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"provider": "DeepInfra",
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